object x parented to Armature bone, object y parented to object x, Y doesn't move when i move the bone
OK, this is "normal".

Y feathers are parented at the object level. But the object level stays in place when the X mesh (think about it as 'edit level') is moved by the bone.
Because the bone does not moves the center point of the wing.

What you can do it parenting your feathers like you did for the X wing.

Or set all wings and feathers in one object and parent it to the bones. Like this :